The Guide says that ISOs do not work. False, you just need to mount it (right-click and mount with Image-Mounter in Xubuntu 20.04) and then choose the installer (setup.exe).
I then had to manually download MSXML[/link] for some reason (it asked me). I also installed MSXML SP2[link=https://www.catalog.update.microsoft.com/Search.aspx?q=973686] for good measure.